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Multivariate Statistics: Wolfgang Karl Hardle

Multivariate Statistics: By Wolfgang Karl Hardle

Multivariate Statistics: by Wolfgang Karl Hardle


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Summary

The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic.

Multivariate Statistics: Summary

Multivariate Statistics:: Exercises and Solutions by Wolfgang Karl Hardle

The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic. The first part of this book is devoted to graphical techniques. The second deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The final section contains a wide variety of exercises in applied multivariate data analysis.

Multivariate Statistics: Reviews

In general, I find this book particularly instructive, by discussing various techniques and analytical tools via exercises with rigorous solutions. The computer codes for computer-based exercises are available in R or XploRe languages through the Springer link web pages and from the authors' home pages. The web links also provide access to real datasets used in the book. This is a very useful exercise book for students and instructors as well as for nonexperts using in applied multivariate data analysis. There has been large demand for techniques to handle and analyze high-dimensional data. In this regard, the book would be a good reference for researchers and students working in the theory or applications of multivariate statistical analysis. (Journal of the American Statistical Association, Dec. 2009, Vol. 104, No. 488)

Table of Contents

Descriptive Techniques.- Comparison of Batches.- Multivariate Random Variables.- A Short Excursion into Matrix Algebra.- Moving to Higher Dimensions.- Multivariate Distributions.- Theory of the Multinormal.- Theory of Estimation.- Hypothesis Testing.- Multivariate Techniques.- Decomposition of Data Matrices by Factors.- Principal Component Analysis.- Factor Analysis.- Cluster Analysis.- Discriminant Analysis.- Correspondence Analysis.- Canonical Correlation Analysis.- Multidimensional Scaling.- Conjoint Measurement Analysis.- Applications in Finance.- Highly Interactive, Computationally Intensive Techniques.

Additional information

NPB9780387707846
9780387707846
0387707840
Multivariate Statistics:: Exercises and Solutions by Wolfgang Karl Hardle
New
Paperback
Springer-Verlag New York Inc.
2007-07-27
368
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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